Based on exploitation compensation value system of preponderant high-tech metal mineral resources and distortion of pricing mechanism, social utility function was constructed to modify decision utility function of dev...Based on exploitation compensation value system of preponderant high-tech metal mineral resources and distortion of pricing mechanism, social utility function was constructed to modify decision utility function of developers, and was extended to Stackelberg production decision model of preponderant high-tech metal mineral resources development. Analyzing the influences on market monopoly, output and price decision-making exerted by altruistic preferences, inequity aversion and sequential reciprocity fairness belief equilibrium, game fairness equilibrium which is significant in experimental economics can be obtained and verified by numerical simulation. In process of strategic pricing, method that uses the variation of producer surplus to measure strategic value from psychological preferences was proposed for the first time and technical support to improve exploitation compensation value system of preponderant metal mineral resources was available.展开更多
This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market. Allowing for recent research work on this artificial model, ...This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market. Allowing for recent research work on this artificial model, this paper’s modified game simulations found that the dividend amplitude parameter is a crucial factor and that the original conclusion still holds in a not long period, but only when the dividend amplitude is large enough. Our explanation of this result is that the dividend amplitude pa- rameter is a measurement of market uncertainty. The greater the uncertainty, the greater the price volatility, and so is the risk of investing in the stock market. The greater the risk, the greater the advantage of including technical rules.展开更多
The development of the option price theory provides business enterprise a beneficial tool to carry through property risk management, but a variety of option price theories are established on certain environments, and ...The development of the option price theory provides business enterprise a beneficial tool to carry through property risk management, but a variety of option price theories are established on certain environments, and they can not deal with crisis in uncertain environments precisely and quickly, especially when multi-factors change at the same time. Thus, price the option in uncertain environment has been becoming an important direction of research. In this paper, wc take the stock option for example~ using Quasi-Monte Carlo method to price the American-style option, and then provide an example to explain. The powerful assistant decision-making ability of the computer simulation is clearly expressed when we study and analyze the Quasi-Monte Carlo method＇s characteristics.展开更多
According to the perturbation theory, the coupled-mode equations for guided optical waves in the magneto-optical fiber Bragg gratings （MFBGs） under non-uniform magnetic field are derived. The equivalent relation bet...According to the perturbation theory, the coupled-mode equations for guided optical waves in the magneto-optical fiber Bragg gratings （MFBGs） under non-uniform magnetic field are derived. The equivalent relation between the magnetically- induced non-uniform fiber Bragg grating （MuFBG） and the corresponding non-magnetic chirped grating is expressed and verified by the piecewise-uniform MFBG model under linear magnetic field. On the basis of the equivalent relation, the MnFBGs can be effectively investigated by means of simulations. The characteristics of the MnFBGs under three typical magnetic field distributions with application to optical pulse compression are simulated, and the minimal pulse width can be achieved for the same magneto-optical coupling parameter of 2.2 ×10^3 m^-1.展开更多
基金Project(13&ZD024)supported by Major Program of the National Social Science Foundation of ChinaProjects(13YJAZH149,09YJC90261)supported by the Ministry of Education Humanities and Social Sciences Foundation of China+2 种基金Project(20110491264)supported by Postdoctoral Foundation of ChinaProject(S2011R1040)supported by Postdoctoral Research Funding Special Project of Hunan Province,ChinaProject(2011RWSK016)supported by Central South University Science Research Foundation Humanities Social Sciences Outstanding Young Talent Special Funding
文摘Based on exploitation compensation value system of preponderant high-tech metal mineral resources and distortion of pricing mechanism, social utility function was constructed to modify decision utility function of developers, and was extended to Stackelberg production decision model of preponderant high-tech metal mineral resources development. Analyzing the influences on market monopoly, output and price decision-making exerted by altruistic preferences, inequity aversion and sequential reciprocity fairness belief equilibrium, game fairness equilibrium which is significant in experimental economics can be obtained and verified by numerical simulation. In process of strategic pricing, method that uses the variation of producer surplus to measure strategic value from psychological preferences was proposed for the first time and technical support to improve exploitation compensation value system of preponderant metal mineral resources was available.
基金Project supported by the Talent Project Foundation of Zhejiang Province, China
文摘This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market. Allowing for recent research work on this artificial model, this paper’s modified game simulations found that the dividend amplitude parameter is a crucial factor and that the original conclusion still holds in a not long period, but only when the dividend amplitude is large enough. Our explanation of this result is that the dividend amplitude pa- rameter is a measurement of market uncertainty. The greater the uncertainty, the greater the price volatility, and so is the risk of investing in the stock market. The greater the risk, the greater the advantage of including technical rules.
文摘The development of the option price theory provides business enterprise a beneficial tool to carry through property risk management, but a variety of option price theories are established on certain environments, and they can not deal with crisis in uncertain environments precisely and quickly, especially when multi-factors change at the same time. Thus, price the option in uncertain environment has been becoming an important direction of research. In this paper, wc take the stock option for example~ using Quasi-Monte Carlo method to price the American-style option, and then provide an example to explain. The powerful assistant decision-making ability of the computer simulation is clearly expressed when we study and analyze the Quasi-Monte Carlo method＇s characteristics.
基金supported by the National High Technology Research and Development Program of China (No.2009AA01Z216)the National Basic Research Program of China (No.2011CB301703)the Program for New Century Excellent Talents in University (No.NCET-2008)
文摘According to the perturbation theory, the coupled-mode equations for guided optical waves in the magneto-optical fiber Bragg gratings （MFBGs） under non-uniform magnetic field are derived. The equivalent relation between the magnetically- induced non-uniform fiber Bragg grating （MuFBG） and the corresponding non-magnetic chirped grating is expressed and verified by the piecewise-uniform MFBG model under linear magnetic field. On the basis of the equivalent relation, the MnFBGs can be effectively investigated by means of simulations. The characteristics of the MnFBGs under three typical magnetic field distributions with application to optical pulse compression are simulated, and the minimal pulse width can be achieved for the same magneto-optical coupling parameter of 2.2 ×10^3 m^-1.
